+1,808.6%
STM vs GAP
+751.7%
+1,056.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.6% | +5.7% |
| 7D | -10.7% | -3.8% | -7.0% | -9.9% |
| 30D | -25.7% | -9.0% | -16.7% | -23.8% |
| 3M | -21.6% | +5.5% | -27.0% | -23.7% |
| 6M | -27.8% | -11.1% | -16.7% | -26.7% |
| YTD | +61.8% | -13.6% | +75.3% | +64.3% |
| 1Y | +78.1% | -2.9% | +81.0% | +74.1% |
| 3Y | +4.9% | +69.6% | -64.7% | -21.2% |
| 5Y | -14.3% | +5.4% | -19.6% | -30.4% |
| 10Y | +414.1% | +17.8% | +396.2% | +225.1% |
| All | +1,808.6% | +751.7% | +1,056.9% | +638.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling